To cite ModelAssist please use the following reference:
EpiX Analytics LLC ( $action.dateFormatter.formatGivenString("yyyy", $content.currentDate)). Page/section name you are citing. In ModelAssist online. Retrieved from https://modelassist.epixanalytics.com
References used in ModelAssist
Agresti A, Coull BA. (1988) Approximate is better than “Exact” for interval estimation of binomial proportions. The American Statistician. 52(2):119-126.
Altman, E. I., Resti, A, and A. Sironi. BIS Working Paper. No. 113. July 2002.
Anderson, T.W. & D.A. Darling, (1952). Asymptotic theory of certain "goodness of fit" criteria based on stochastic processes. Ann. Math. Stat. 23 193-212.
Bacon, R. W. (1993), A note on the use of the log-logistic functional form for modeling saturation effects. Oxford Bulletin of Economics and Statistics 55, 355-361.
Basel Committee on Banking Supervision (2003). Consultative Document: The New Basel Capital Accord, Bank of International Settlements, Basel.
Bayes, T. (1763). An Essay Towards Solving a Problem in the Doctrine of Chances. Philos. Trans. R. Soc. London 53, 370-418. Reprinted in Biometrica, (1958), 45 293-315.
Berger, J.O. and Sellke, T. (1987). "Testing a Point Null Hypothesis: The Irreconcilability of p-values and Evidence." J. Am. Stat. Assoc., 82 (397), 112-122.
Bernoulli, J. (1713). Ars Conjectandi, Basilea: Thurnisius.
Birnbaum, Z.W. and Saunders, S.C. (1969). A New Family of Life Distributions. J. Appl. Prob., 6, 637-52.
Black F and Scholes M (1973). "The Pricing of Options and Corporate Liabilities", J Political Economy, 81 (May-June) 637-654.
Bogen, K T (1995) Methods to Approximate Joint Uncertainty and Variability in Risk, Risk Analysis 15(3) 411-491.
Bortkiewicz, L. (1898). Das Gesetz der Kleinen Zahlen, Leipzig: Teubner.
Bradford, S. C. (1948). Documentation. London: Crosby Lockwood.
Brattin, W. J., Barry, T. M. and Chiu, N. (1996) Monte Carlo Modeling with Uncertain Probability Density Distributions, Hum. Ecol. Risk. Assess. 2(4) 820-840.
Brealey RM and Myers SC (2002). Principles of Corporate Finance, 7th ed. McGraw Hill Higher Education
Burmaster, D. E. and Anderson, P. D. (1994). Principles of Good Practice for the Use of Monte Carlo Techniques in Human Health and Ecological Risk Assessments, Risk Analysis 14 (4): 477-481.
Burmaster, D. E. and Wilson A. M. (1996). An Introduction to Second Order Random Variables in Human Health Risk Assessments, Hum. Ecol. Risk. Assess. 2(4) 892-919.
Casella G. and Berger R. L. (1987). Reconciling Bayesian and Frequentist Evidence in the One-Sided Test Problem, J. Am. Stat. Assoc., 82 (397), 106-111.
Chandra M., Singpurwalla N. D. And Stephens M. A., (1981) "Kolmogorov Statistics for Tests of Fit for the Extreme Value and Weibull Distribution" J Am Stats Assn. 76(375) 729-731.
Cannon, R. M. and Roe, R. T., (1982). Livestock Disease Surveys. A Field Manual for Veterinarians. Bureau of Resource Science, Department of Primary Industry. Australian Government Publishing Service, Canberra.
Charnes J. (2007). Financial Modeling with Crystal Ball and Excel. Wiley Finance, UK.
Clark, C. E. (1961) "Importance Sampling in Monte Carlo Analysis", Operational Research, 9 603-620.
Cliff A.D. and Ord J.K. (1975). Model Building and the Analysis of Spatial Pattern in Human Geography, J Royal Statistical Society, Series B (Methodological) 37(3) 297-348.
Congdon, P (2007) Bayesian Statistical Modeling (2nd ed). Wiley.
Cramer, J. S. (1971) Empirical Econometrics, Amsterdam: North Holland.
Culp, C.L., 2002, The ART of Risk Management
Davison, A. C. and Hinkley, D. V. Bootstrap methods and their applications, Cambridge University Press (1997).
Decker, R. D. and Fitzgibbon, D.J. (1991). The normal and Poisson approximations to the Binomial: a closer look, Department of Mathematics Technical Report No. 82.3, Hartford, CT: University of Hartford.
Dickey, D. A. and Fuller, W. (1979). "Distribution of the Estimators in Autoregressive Time Series with a Unit Root." Journal of the American Statistical Association 74, pp.427-431.
Dickey, D. A. and Fuller, W. (1981). "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root." Econometrica 49 (1981), pp.1057-1082.
Diekmann, A. (1992), The log-logistic distribution as a model for social diffusion processes. J Scientific and Industrial Research 51, 285.
Edwards, W., Lindman H., and Savage L. J. (1963). Bayesian Statistical Inference for Psychological Research. Psych. Rev. 70 193-242.
Efron, B. (1979). Bootstrap methods: another look at the Jackknife. Ann. Statis. 7 1-26.
Efron, B. (1987). Better bootstrap confidence intervals: (with discussion). J. Amer.Statist. Assoc. 82 171-200.
Efron B and Tibshirani RJ (1993). An Introduction to the Bootstrap. Chapman & Hall/CRC. Boca Raton, FL.
Evans, E., Hastings, N., and Peacock, B., (1993). Statistical distributions, 2nd ed, J Wiley & Sons.
Fletcher, S.G., and Ponnambalam, K. (1996). "Estimation of reservoir yield and storage distribution using moments analysis". Journal of Hydrology 182:259–275.
Frey, H C and Rhodes, DS (1996) Characterising, Simulating and Analyzing Variability and Uncertainty: An Illustration of Methods Using An Air Toxics Emisssions Example, Hum. Ecol. Risk. Assess. 2(4) 762-797.
Gelman, A., Carlin, J. B., Stern, H. S., and Rubin, D. B., (2004). Bayesian Data Analysis. Chapman & Hall, London.
Gentle, J. E. (1998). Random Number Generation and Monte Carlo Methods (Statistics and Computing), Springer-Verlag TELOS.
Gettinby, G.D., Sinclair C.D., Power D.M. and Brown R.A. (2004). "An Analysis of the Distribution of Extreme Share Returns in the UK from 1975 to 2000". J Business Finance & Accounting 31(5):607 - 646
Gumbel, E. J., Statistics of extremes, Columbia University Press (1958).
Gzyl, H. (1995) The Method of Maximum Entropy, World Scientific, London.
Haimes, Y.Y. (1998). Risk Modeling, Assessment, and Management, J Wiley, NY
Haldane J.B.S. (1948). The precision of observed values of small frequencies. Biometrika 35, 297-303.
Hertz, D. B., and Thomas, H., Risk analysis and its applications, John Wiley & Sons, 1983 (reprinted 1984).
Hulett D. (2009) Practical Schedule Risk Analysis. Gower Publishing Company, Burlington, VT
Hull, J. C., Options, futures, and other derivative securities 2nd ed, Prentice Hall International Editions (1993).
Iman, R. L., Davenport, J. M., and Zeigler, D. K. "Latin Hypercube Sampling (A Program User's Guide)": Technical Report SAND79-1473, Sandia Laboratories, Albuquerque (1980).
Iman, R. L., and Conover, W. J., (1982). "A Distribution-Free Approach to Inducing Rank Order Correlation Among Input Variables', Commun Statist-Simula Computa 11(3) 311-334.
Institute of Hydrology (1999). Flood Estimation Handbook. Institute of Hydrology, Crowmarsh Gifford, UK.
Jeffreys, H. (1961). Theory of Probability, 3rd ed. Oxford: University Press.
Johnson, N.L. (1949). Systems of frequency curves generated by methods of translation. Biometrika, 36. 149-176.
Johnson, N. L., Kemp, A. D., and Kotz, K. Univariate Discrete Distributions, 3rd ed. J Wiley & Sons, New York (2005).
Johnson, N. L., Kotz, K., and Balakrishnan, N., (1994). Continuous Univariate Distributions (Volume 1): J Wiley & Sons, New York.
Johnson, N. L., Kotz, K., and Balakrishnan, N., (1995). Continuous Univariate Distributions (Volume 2): J Wiley & Sons, New York.
Kaplan, S. and Garrick, B.J. (1981). On the quantitative definition of risk, Risk Analysis, 1, 11-27.
Kozubowski TJ and Podgorski K (undated). Log-Laplace distributions. Document found at http://wolfweb.unr.edu/homepage/tkozubow/0_log1.pdf.
Kumaraswamy, P. (1980). "A generalized probability density function for double-bounded random processes". Journal of Hydrology 46:79–88.
Laplace, P. S. (1774). "Memoir on the Probability of the Causes of Events", Memoires de Mathematique et de Physique , Presentes a l'Academie Royale des Sciences, par divers savabs et lus dans ses Assembles, 6, 621-656. Translated by S. M. Stigler and reprinted in translation in Statistical Science, 1986, 1 (3), 359-378.
Laplace, P. S. (1812). Theorie Analytique des Probabilites, Courcier, Paris. Reprinted in Oeuvres Completes de Laplace, Vol. 7, 1847. Gauthiers-Villars, Paris.
Law, A. M., and Kelton, W. D. (1982). Simulation modeling and Analysis : McGraw-Hill, New York.
Little, C. L., Adams, M. R., and Anderson W.A. (1994)., Application of a log-logistic model to describe the survival of Yersinia enterocolitica at sub-optimal pH and temperature. Intl J Food Microbiology 22, 63.
Madan D.B., Carr P.P. and Chang E.C. (1998). The Variance Gamma Process and Option ricing. European Finance Review, 2: 79-105
Makridakis, S. and Wheelwright, S. C., (1989). Forecasting methods for management 5th ed, J Wiley & Sons, New York.
McClave, J.T., Dietrich, F. H., and Sincich, T, (1997). Statistics, 7th Ed. New Jersey, Prentice-Hall.
Merton R C (1973). "Theory of Rational Option Pricing", Bell J of Economics and Management science, 4 141-183.
Moivre, A. de (1711). De Mensura Sortis, Philosophical Transactions of the Royal Society, No. 329, 27, 213-264.
Morgan, M. G. and Henrion, M., (1990).Uncertainty: a guide to dealing with uncertainty in quantitative risk and policy analysis, Cambridge University Press, New York.
Morris, C.N. (1983). Natural exponential families with quadratic variance functions: Statistical theory. Ann. Statist., 11, 515 - 529.
Nandram, B. (1989), Discrimination between the complimentary log-log and logistic model for ordinal data. Communications in Statistics - Theory and Applications 18, 2155.
Newcomb S (1881) Note on the frequency of use of different digits in natural numbers. Amer. J. Math. 4, 39-40.
Ntzoufras, I. (2009) Bayesian Modeling Using WinBUGS. Wiley. New Jersey.
Paradine, C. G. and Rivett B. H. P., (1964). Statistical Methods for Technologists, English Universities Press.
Pearson, K. (1895). Mathematical contribution to the theory of evolution. II. Skew variation in homogeneous material. Philosophical Transactions of the Royal Society of London, A, 186, 343-414.
Phillips, P. C. B., and Perron P. (1988). "Testing for a Unit Root in Time Series Regression." Biometrika 75, pp.335-346.
Pieter Van Gelder P., de Ronde P., Neykov N.M. and Neytchev P. (2000). "Regional Frequency Analysis of Extreme Wave Heights: Trading Space for Time". Proceedings of the 27th ICCE 2:1099-1112, Coastal Engineering 2000. Sydney, Australia.
Press, W. H., Flannery, B. P., Teukolsky, S. A., and Vetterling, W. T. (1986). Numerical Recipes: The Art of Scientific Computing. New York: Cambridge University Press.
Rai, S. N., Krewski, D., and Bartlett, S. (1996). A general Framework for the Analysis of Uncertainty and Variability in Risk assessment, Hum. Ecol. Risk Assess. 2(4) 972-989.
Ripley, B. D. (1987). Stochastic simulation. New York: Wiley.
Rubinstein, R., (1981) Simulation and Monte Carlo Methods, John Wiley.
Savage, L.J. et al (1962). The foundations of statistical inference. New York: Wiley (Methuen & Company, London)
Seshadri, V. (1999). The Inverse Gaussian Distribution, Lecture Notes in Statistics 137, Springer, New York.
Singh, K. P., Lee, C. M. S., and E. O. George (1988), On generalized loglogistic model for censored survival data. Biometrical J 7, 843.
Sivia, D. S. (2006) Data analysis: a Bayesian tutorial, Oxford University Press.
Stephens, M. A., (1974). "EDF Statistics for Goodness of Fit and Some Comparisons." J Am Stats Assn. 69:347 730-733.
Stephens, M. A., (1977). "Goodness of Fit for the Extreme Value Distribution." Biometrica. 64(3) 583-588.
Williams, P. R. D. (1999). A Comparison of Food Safety Risks: Science, Perceptions, and Values. Unpublished doctoral dissertation Harvard School of Public Health.
Other bibliography
The reader is directed to the following publications that we use at EpiX Analytics and consider to be of good quality for a more in-depth explanation of some of the topics covered in this software:
Simulation
Evans JR and Olson L (2001). Introduction to Simulation and Risk Analysis, 2nd ed. Prentice Hall, NJ
Law AM (2014). Simulation Modeling and Analysis, 5th ed. McGraw-Hill.
Morgan, MG and Henrion M (1990). Uncertainty. Cambridge.
Business risk and decision analysis
Clemen RT and Reilly T (2004). Making Hard Decisions. Duxbury, CA.
Goodwin P and Wright G (1998). Decision Analysis for Management Judgment. Wiley, NY.
Jensen FV (2001). Bayesian Networks and Decision Graphs. Springer, NY
Koller G (1999). Risk Assessment and Decision Making in Business and Industry. CRC, FL.
Lehman D, Groenendaal H and Nolder G (2011). Practical Spreadsheet Risk Modeling for Management. Chapman and Hall/CRC.
Raiffa H and Schlaiffer R (2000) Applied Statistical Decision Theory. Wiley Classics, NY
Schuyler J (2001). Risk and Decision Analysis in Projects. PMI.
Extreme value theory
Gumbel, E. J., (1958). Statistics of Extremes, Columbia University Press.
Embrechts P, Klupperberg C and Mikosch T (1999). modeling Extreme Events for Insurance and Finance. Springer.
Insurance
Embrechts P, Klupperberg C and Mikosch T (1999). modeling Extreme Events for Insurance and Finance. Springer.
Klugman SA, Panjer HH and Willmot GE (1998). Loss Models: from data to decisions. Wiley, NY.
Rolski T et al (1999). Stochastic Processes for Insurance and Finance. Wiley.
Financial risk
Brealey RM and Myers SC (2002). Principles of Corporate Finance, 7th ed. McGraw Hill Higher Education
Cox, J.C. and Rubinstein, M. (1985) Options Markets. Prentice Hall.
Cox J, Ross S and Rubenstein M (1979). "Option pricing: a Simplified Approach." J Financial Economics 7 229-263.
Dixit, A., and Pindyck, R. 1994. Investment under Uncertainty. Princeton University Press, Princeton, NJ.
Dunis C (1996). Forecasting Financial Markets. Wiley, NY.
Hull JC (1993). Options, Futures, and other Derivative Securities. Prentice Hall.
Wilmott (2001). Paul Wilmott Introduces Quantitative Finance, John Wiley & Sons Ltd., West Sussex, England.
Wilmott P (1998). The Theory and Practice of Financial Engineering, John Wiley and Sons
Wilmott P (1998). Dervatives. J Wiley, Chichester, UK
Fun
Bennett DJ (1998). Randomness.Harvard.
Laplace, Marquis de (1951). A Philosophical Essay on Probabilities. Dover.
Peterson I (1998). The Jungles of Randomness; a mathematical safari. Wiley.
The Bootstrap
Chernick, MR (1999). Bootstrap Methods – a practical guide. Wiley Interscience, NY.
Davison AC and Hinkley DV (1997). Bootstrap Methods and their Applications. Cambridge, UK.
Efron B and Tibshirani RJ (1993). An Introduction to the Bootstrap. Chapman & Hall/CRC. Boca Raton, FL.
General statistics and probability theory
Barnett V (1999). Comparative Statistical Inference, 3rd ed. Wiley.
Casella, G., and Berger, R. L. (1990). Statistical Inference, Brooks/Cole Pub. Co.
Evans M, Hastings N and Peacock B (1993). Statistical Distributions. Wiley.
Feller W (1968). An Introduction to Probability Theory and its Applications (Volume 1), 3rd ed. J Wiley, New Jersey, US.
Groebner, D. E., Shannon, P. F. and Fry, P.C. (2018). Business statistics: a decision-making approach. 10th ed. MacMillan, NY.
Levin, R. I. and Rubin, D. S., (1994) Statistics for Management, Prentice Hall, Inc, NJ.
Schiller, J, Srinivasan R.A., and Spiegel, M. (2013). Schaum's Outline of Probability and Statistics, 4th Edition, McGraw Hill.
McClave JT, Dietrich FH, and Sincich T (1997). Statistics, 7th ed Prentice Hall
Ross SM (2009). Introduction to Probability Models, 10th ed. Academic Press.
Student (W.S. Gosset) (1908) The probable error of a mean. Biometrika 6(1):1—25
Pinsky, MA and Karlin, S (2011). An Introduction to Stochastic Modeling, 4th ed. Academic Press, London.
Project risk analysis
Chapman C and Ward S (1997). Project Risk Management. Wiley, Chichester, UK.
Grey, S., (1995). Practical Risk Assessment for Project Management, J Wiley & Sons.
Godfrey, P. et al. (1996). Control of Risk, CIRIA
Simon, P (Ed) (1997). Project Risk Analysis and Management, APM, Norwich, UK.
Reliability theory
Bentley JP (1999). Reliability and Quality Engineering. Addison-Wesley, Harlow, UK.
Kottegoda NT and Rosso R (1998). Statistics, Probability and reliability for Civil and Environmental Engineers. McGraw-Hill.
O'Connor, P. D. T., (1994). Practical reliability engineering, 3rd ed, J Wiley & Sons.
Queueing theory
Bunday BD (1996). An Introduction to Queueing Theory. Arnold, London.
Bayesian statistics
Berry DA and Stamgl DK (1996). Bayesian Biostatistics. Dekker, NY
Carlin BP and Louis TA (1996). Bayes and Empirical Bayes methods for Data Analysis. Chapman and Hall.
Congdon, P (2007) Bayesian Statistical Modeling, 2nd ed. Wiley.
Gelman, A., Carlin, J. B., Stern, H. S., and Rubin, D. B., (2013). Bayesian Data Analysis, 3rd ed. Chapman & Hall, London
Jensen FV (2001). Bayesian Networks and Decision Graphs. Springer, NY
Ntzoufras, I. (2009) Bayesian Modeling Using WinBUGS. Wiley. New Jersey.
Pole A, West M and Harrison J (1999). Applied Bayesian Forecasting and Time Series Analysis. CRC, FL.
Press SJ (1989). Bayesian Statistics: Principles, Models and Applications. J Wiley
Forecasting
Dunis C (1996). Forecasting Financial Markets. Wiley, NY.
Newbold, P., and Bos, T., (1994). Introductory Business and Economic Forecasting, 2nd ed, South Western Publishing, Cincinnati, Ohio.
Pole A, West M and Harrison J (1999). Applied Bayesian Forecasting and Time Series Analysis. CRC, FL.
General risk analysis
Newendorp, P, (1975). Decision Analysis for Petroleum Exploration, Penwell, Tulsa.
Olkin, I., Glaser, L. J., and Derman, C., (1980). Probability Models and Applications, MacMillan, New York.
Patel, J.K., Kapadia, C.H., and Owen, D.B., (1976). Handbook of statistical distributions, Marcel Decker, Inc.
Vose D (2008). Risk analysis, 3nd ed. J Wiley, Chichester, UK.
Epidemiology
Clayton D and Hills M (2013). Statistical Models in Epidemiology. Oxford.
Diekmann O, Heesterbeek JAP (2000). Mathematical Epidemiology of Infectious Diseases, J Wiley, Chichester.
Dohoo I, Martin W and Stryhn H (2012). Methods in Epidemiologic Research, 2nd ed. VER Inc. Charlottetown, PE, Canada.
Pearl J (2000). Causality: models, reasoning and inference. Cambridge.
Shipley W (2000). Cause and Correlation in Biology. Cambridge.
Torrence ME and Isaacson RE (2003). Microbial Food Safety in Animal Agriculture. Iowa State Press.
Vynnycky E and White R (2010). An Introduction to Infectious Disease Modeling. Oxford.
